+88.3%
RF vs BG
+12.6%
+75.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.3% | +2.8% | -1.5% | +0.9% |
| 30D | -3.6% | +12.0% | -15.7% | -5.3% |
| 3M | +8.1% | -7.7% | +15.8% | +9.4% |
| 6M | +11.5% | +4.5% | +7.0% | +9.7% |
| YTD | +15.6% | +35.7% | -20.1% | +7.0% |
| 1Y | +15.7% | +50.1% | -34.4% | +3.9% |
| All | +88.3% | +12.6% | +75.7% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling